Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 72 | — |
| Standard deviation | 5.40 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -3.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 71 | — |
| Standard deviation | 5.54 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 43.67K | — |
| 3-year earnings growth | 9.32 | — |